+188.0%
XEL vs CFG
+216.2%
-28.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | +2.4% | +3.2% | -0.8% | +2.1% |
| 30D | +8.3% | +5.1% | +3.2% | +7.7% |
| 3M | +4.2% | -11.2% | +15.4% | +5.5% |
| 6M | +3.7% | +9.6% | -5.8% | +2.5% |
| YTD | +13.1% | +15.0% | -1.9% | +10.9% |
| 1Y | +5.0% | +29.9% | -24.9% | +1.5% |
| 3Y | +55.0% | +192.1% | -137.1% | +34.6% |
| 5Y | +51.8% | +62.3% | -10.5% | +39.4% |
| All | +188.0% | +216.2% | -28.2% | +149.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling